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We investigate the mixing properties of a finite Markov chain in random environment defined as a mixture of a deterministic chain and a chain whose state space has been permuted uniformly at random. This work is the counterpart of a…

General Markov chains in an arbitrary phase space are considered in the framework of the operator treatment. Markov operators continue from the space of countably additive measures to the space of finitely additive measures. Cycles of…

Kemeny's constant measures the efficiency of a Markov chain in traversing its states. We investigate whether structure-preserving perturbations to the transition probabilities of a reversible Markov chain can improve its connectivity while…

Monoid actions of trace monoids over finite sets are powerful models of concurrent systems---for instance they encompass the class of 1-safe Petri nets. We characterise Markov measures attached to concurrent systems by finitely many…

A method of constructing Markov chains on finite state spaces is provided. The chain is specified by three constraints: stationarity, dependence and marginal distributions. The generalized Pythagorean theorem in information geometry plays a…

This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…

The paper is largely of a review nature. It considers two main methods used to study stability and obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov chains with continuous time and a finite or countable…

Given a strongly stationary Markov chain and a finite set of stopping rules, we prove the existence of a polynomial algorithm which projects the Markov chain onto a minimal Markov chain without redundant information. Markov complexity is…

In this paper we continue the study of conditional Markov chains (CMCs) with finite state spaces, that we initiated in Bielecki, Jakubowski and Niew\k{e}g\l owski (2015). Here, we turn our attention to the study of Markov consistency and…

In the first part of the paper, we solve the boundary and monodromy problems for the isomonodromy equation of the $n\times n$ meromorphic linear system of ordinary differential equations with Poncar\'{e} rank $1$. In particular, we derive…

It is proved that the limit of the normalized rate-distortion functions of block independent approximations of an irreducible, aperiodic Markoff chain is independent of the initial distribution of the Markoff chain and thus, is also equal…

We develop subrepresentation inequalities for infinitely degenerate metrics, and obtain corresponding Poincare and Sobolev inequalities. We then derive conditions on the degenerate metric under which weak solutions to associated infinitely…

This paper is devoted to the study of fractional (q,p)-Sobolev-Poincare inequalities in irregular domains. In particular, we establish (essentially) sharp fractional (q,p)-Sobolev-Poincare inequality in s-John domains and in domains…

In this paper, we show that for a unicritical polynomial having a priori bounds, the unique conformal measure of minimal exponent has no atom at the critical point. For a conformal measure of higher exponent, we give a necessary and…

We obtain a new proof of Bobkov's lower bound on the first positive eigenvalue of the (negative) Neumann Laplacian (or equivalently, the Cheeger constant) on a bounded convex domain $K$ in Euclidean space. Our proof avoids employing the…

We use the method of interlacing families of polynomials to derive a simple proof of Bourgain and Tzafriri's Restricted Invertibility Principle, and then to sharpen the result in two ways. We show that the stable rank can be replaced by the…

Based on earlier work by Carlen-Maas and the second- and third-named author, we introduce the notion of intertwining curvature lower bounds for graphs and quantum Markov semigroups. This curvature notion is stronger than both Bakry-\'Emery…

The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributions? Many papers on the subject have shown, roughly, that the…

We consider the higher-order Markov Chain, and characterize the second order Markov chains admitting every probability distribution vector as a stationary vector. The result is used to construct Markov chains of higher-order with the same…

This work explores and develops elements of Stein's method of approximation, in the infinitely divisible setting, and its connections to functional analysis. It is mainly concerned with multivariate self-decomposable laws without finite…